The mean-field Limit of sparse networks of integrate and fire neurons

We study the mean-field limit of a model of biological neuron networks based on the so-called stochastic integrate-and-fire (IF) dynamics. Our approach allows to derive a continuous limit for the macroscopic behavior of the system, the 1-particle distribution, for a large number of neurons with no structural assumptions on the connection map outside of a generalized mean-field scaling. We propose a novel notion of observables that naturally extends the notion of marginals to systems with non-identical or non-exchangeable agents. Our new observables satisfy a complex approximate hierarchy, essentially a tree-indexed extension of the classical BBGKY hierarchy. We are able to pass to the limit in this hierarchy as the number of neurons increases through novel quantitative stability estimates in some adapted weak norm. While we require non-vanishing diffusion, this approach notably addresses the challenges of sparse interacting graphs/matrices and singular interactions from Poisson jumps, and requires no additional regularity on the initial distribution.